Ellipticalhet

Copyright elliptical © 2004 Francisco José A. Cysneiros

A library of  S-PLUS  and R functions (and data) for analysis in symmetrical linear and nonlinear regression models with unrestricted and restricted in the parameters by Francisco José A. Cysneiros  

This library is free software for academic use; you can redistribute it and/or modify it under permissions of the authors and under the terms of the GNU General Public License as published by the Free Software Foundation, either version 2 of the License, or (at your option) any later version. This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

Please send any comments, suggestions or errors reported to F.J.A. Cysneiros.

The S-PLUS library Ellipticalhet. They can be obtained from here. Instructions how to install the library are given here.

ellipticalhet v.1.0

Heteroscedastic symmetrical inference for linear and nonlinear regression models.
 

Details of the theorical are given in:

Cysneiros, F.J.A. and Paula, G.A. (2004).
Métodos restrito e validação de modelos simétricos de regressão. (PostScript)
Doctoral thesis, 02/2004, IME-USP,

The library also contains some data sets. All of the major functions and the data sets are fully documented with help files. The reference below should be cited, when the library ellipticalhet had been used.

Where to download the library

Please click on the appropriate link for the section and version you require.

  S  ellipticalhet   written in S-PLUS 2000  professional Release 3

  S  ellipticalhet   written in S-PLUS 6.0  Release 2
 

  R ellipticalhet   written in R 1.6.1

How to install the library

The single library sections are zip files. Expand the archives and follow then the instructions in the INSTALL file to complete the installation of the library. If all library sections are to be installed, it is best to create a main directory elliptical which will contain the library sections. Copy the Zip files to the corresponding directories before unpacking them.

You should then follow the instructions above for each library section. The README file for the whole library. Save it in the main directory ELLIPTICALHET. Once this is done, and once inside S-PLUS or R in your usual working directory, the functions and data are accessed by typing  command “source”

Examples

         Two examples are used to explain library and can be founded here. The first example consist in linear  regression model with Student-t errors. In the literature, this example was very studied for example Montgomery, Peck and Vining. (2003). The fitted model was given by

Delivery time_i=alpha*intercept +beta*cases_i + nu*distance_i + e_i   i=1,...,21

e_i ~ t(0,Фi,4)

        with Ф =exp(alpha+gamma*distancei) The second example,  is founded in Ratkowsky(1983) where was propused a  nonlinear regression model is given by

Log(Y_i) = -Log(alpha + beta*X_i+gamma*X²_i) +  e_i                 i=1,...,42

e_i ~ N(0,Фi)    

Browlee, K.A (1965) Statistical Theory and Methodology in Science and Engineering    (2nd ed). New York: John Wiley.

Montgomery, D.C; Peck, E.A. and Vining, G.G. (1989) Introduction to linear regression analysis  t . 3rd ed., New York: Wiley.

 Ratkowsky, D.A. (1983) Nonlinear regression modeling, a unifield practical approach. New York: Marcel Dekker.

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      Last updated on January 20, 2004 (under constructed)